Marcinkiewicz–Zygmund Laws of Large Numbers under Sublinear Expectation

摘要

In this paper, we derive the weak and strong results of Marcinkiewicz–Zygmund laws of large numbers under sublinear expectation. The results are extensions of the Kolmogorov laws of large numbers under sublinear expectation and the classical Marcinkiewicz–Zygmund laws of large numbers.